This code is for Smoothed Rsi Inverse Fisher Transform. by Sylvain Vervoort
BUY CODE :
SET SRSA = ( RSI ( CLOSE,4 )-50) * 0.1
SET SRSB = EXP( 2 * SRSA ) - 1
SET SRSC = EXP( 2 * SRSA ) + 1
SET SRSD = ( SRSB/SRSC ) * 50
SET SRSE = SRSD + 50
SET SRS = WMA( SRSE , 9 )
CROSSOVER(SRS,90)
SELL CODE :
SET SRSA = ( RSI ( CLOSE,4 )-50) * 0.1
SET SRSB = EXP( 2 * SRSA ) - 1
SET SRSC = EXP( 2 * SRSA ) + 1
SET SRSD = ( SRSB/SRSC ) * 50
SET SRSE = SRSD + 50
SET SRS = WMA( SRSE , 9 )
CROSSOVER(10,SRS)
if i export OHLC data from PI to Excel and write the code in excel this program is
working and generating buy/sell signals , but in PI it says “scripts generated no trades” even if
i select 30 days of one minute candles.
I think the exp() function has not been implemented in PI yet.